A fast procedure for generating exponential random variables

DOI10.1145/364099.364330MaRDI QIDQ5332504zbMATH OpenOpenAlexFDO

Authors M. D. MacLaren, George Marsaglia, T. A. Bray

Publication date 1964

Published in Communications of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/364099.364330

zbMATH Keywords

numerical analysis

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(9)

• The squeeze method for generating gamma variates
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Random numbers from the tails of probability distributions using the transformation method
• A combinatorial method for the generation of normally distributed random numbers
• On maximum likelihood estimators of shape and scale parameters and their application in constructing confidence contours.
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions
• Generation of random bivariate normal deviates and computation of related integrals
• Allgemeiner Bericht über Monte-Carlo-Methoden

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